Merge pull request #129 from JuliaDiff/downstream

Revert non-square and add downstream test

Author: ChrisRackauckas

.github/workflows/CI.yml

@@ -0,0 +1,43 @@
+name: CI
+on:
+  pull_request:
+    branches:
+      - master
+  push:
+    branches:
+      - master
+jobs:
+  test:
+    runs-on: ubuntu-latest
+    strategy:
+      #fail-fast: false
+      matrix:
+        group:
+          - Core
+          - Downstream
+        version:
+          - '1'
+          - '1.6'
+    steps:
+      - uses: actions/checkout@v2
+      - uses: julia-actions/setup-julia@v1
+        with:
+          version: ${{ matrix.version }}
+      - uses: actions/cache@v1
+        env:
+          cache-name: cache-artifacts
+        with:
+          path: ~/.julia/artifacts
+          key: ${{ runner.os }}-test-${{ env.cache-name }}-${{ hashFiles('**/Project.toml') }}
+          restore-keys: |
+            ${{ runner.os }}-test-${{ env.cache-name }}-
+            ${{ runner.os }}-test-
+            ${{ runner.os }}-
+      - uses: julia-actions/julia-buildpkg@v1
+      - uses: julia-actions/julia-runtest@v1
+        env:
+          GROUP: ${{ matrix.group }}
+      - uses: julia-actions/julia-processcoverage@v1
+      - uses: codecov/codecov-action@v1
+        with:
+          file: lcov.info

.github/workflows/Downstream.yml

@@ -0,0 +1,49 @@
+name: IntegrationTest
+on:
+  push:
+    branches: [master]
+    tags: [v*]
+  pull_request:
+
+jobs:
+  test:
+    name: ${{ matrix.package.repo }}/${{ matrix.package.group }}/${{ matrix.julia-version }}
+    runs-on: ${{ matrix.os }}
+    env:
+      GROUP: ${{ matrix.package.group }}
+    strategy:
+      fail-fast: false
+      matrix:
+        julia-version: [1,1.6]
+        os: [ubuntu-latest]
+        package:
+          - {user: SciML, repo: OrdinaryDiffEq.jl, group: InterfaceII}
+    steps:
+      - uses: actions/checkout@v2
+      - uses: julia-actions/setup-julia@v1
+        with:
+          version: ${{ matrix.julia-version }}
+          arch: x64
+      - uses: julia-actions/julia-buildpkg@latest
+      - name: Clone Downstream
+        uses: actions/checkout@v2
+        with:
+          repository: ${{ matrix.package.user }}/${{ matrix.package.repo }}
+          path: downstream
+      - name: Load this and run the downstream tests
+        shell: julia --color=yes --project=downstream {0}
+        run: |
+          using Pkg
+          try
+            # force it to use this PR's version of the package
+            Pkg.develop(PackageSpec(path="."))  # resolver may fail with main deps
+            Pkg.update()
+            Pkg.test()  # resolver may fail with test time deps
+          catch err
+            err isa Pkg.Resolve.ResolverError || rethrow()
+            # If we can't resolve that means this is incompatible by SemVer and this is fine
+            # It means we marked this as a breaking change, so we don't need to worry about
+            # Mistakenly introducing a breaking change, as we have intentionally made one
+            @info "Not compatible with this release. No problem." exception=err
+            exit(0)  # Exit immediately, as a success
+          end

src/jacobians.jl

@@ -373,8 +373,8 @@ function finite_difference_jacobian!(
                 # Now return x1 back to its original value
                 ArrayInterface.allowed_setindex!(x1, x1_save, color_i)
             else # Perturb along the colorvec vector
-                idx = findfirst(isequal(color_i), _color)
-                tmp = norm(x1[idx])
+                @. fx1 = x1 * (_color == color_i)
+                tmp = norm(fx1)
                 epsilon = compute_epsilon(Val(:forward), sqrt(tmp), relstep, absstep, dir)
                 @. x1 = x1 + epsilon * (_color == color_i)
                 f(fx1, x1)
@@ -416,8 +416,8 @@ function finite_difference_jacobian!(
                 @. J[:,color_i] = (vfx1 - vfx) / 2epsilon
                 ArrayInterface.allowed_setindex!(x1, x_save, color_i)
             else # Perturb along the colorvec vector
-                idx = findfirst(isequal(color_i), _color)
-                tmp = norm(x1[idx])
+                @. fx1 = x1 * (_color == color_i)
+                tmp = norm(fx1)
                 epsilon = compute_epsilon(Val(:central), sqrt(tmp), relstep, absstep, dir)
                 @. x1 = x1 + epsilon * (_color == color_i)
                 @. x  = x  - epsilon * (_color == color_i)

test/downstream/Project.toml

@@ -1,3 +1,4 @@
 [deps]
 FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 OrdinaryDiffEq = "1dea7af3-3e70-54e6-95c3-0bf5283fa5ed"

test/downstream/ordinarydiffeq_tridiagonal_solve.jl

@@ -0,0 +1,27 @@
+using OrdinaryDiffEq, ForwardDiff, LinearAlgebra, Test
+
+const nknots = 10
+const h = 1.0/(nknots+1)
+x = range(0, step=h, length=nknots)
+u0 = sin.(π*x)
+
+@inline function f(du,u,p,t)
+  du .= zero(eltype(u))
+  u₃ = @view u[3:end]
+  u₂ = @view u[2:end-1]
+  u₁ = @view u[1:end-2]
+  @. du[2:end-1] = p[1]*((u₃ - 2*u₂ + u₁)/(h^2.0))
+  nothing
+end
+
+p_true = [0.42]
+jac_proto = Tridiagonal(similar(u0,nknots-1), similar(u0), similar(u0, nknots-1))
+prob = ODEProblem(ODEFunction(f,jac_prototype=jac_proto), u0, (0.0,1.0), p_true)
+sol_true = solve(prob, Rodas4P(), saveat=0.1)
+
+function loss(p)
+  _prob = remake(prob, p=p)
+  sol = solve(_prob, Rodas4P(autodiff=false), saveat=0.1)
+  sum((sol .- sol_true).^2)
+end
+@test ForwardDiff.gradient(loss, [1.0])[1] ≈ 0.6662949361011025

test/runtests.jl

@@ -23,6 +23,7 @@ if GROUP == "All" || GROUP == "Downstream"
   activate_downstream_env()
   @time @safetestset "ODEs" begin
     import OrdinaryDiffEq
+    @time @safetestset "OrdinaryDiffEq Tridiagonal" begin include("downstream/ordinarydiffeq_tridiagonal_solve.jl") end
     include(joinpath(dirname(pathof(OrdinaryDiffEq)), "..", "test/interface/sparsediff_tests.jl"))
   end
 end